LRGF vs. VTI

Last updated Jun 3, 2026

LRGF (iShares MSCI USA Multifactor ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - LRGF tracks the MSCI USA Diversified Multi-Factor while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, LRGF returned 14.11%/yr vs 15.13%/yr for VTI. Their correlation of 0.94 suggests significant overlap in exposure. LRGF charges 0.20%/yr vs 0.03%/yr for VTI.

Performance

LRGF vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LRGF achieves a 11.29% return, which is significantly lower than VTI's 12.01% return. Over the past 10 years, LRGF has underperformed VTI with an annualized return of 14.11%, while VTI has yielded a comparatively higher 15.13% annualized return.

LRGF

• 1D: 0.18%
• 1M: 6.67%
• YTD: 11.29%
• 6M: 11.73%
• 1Y: 26.79%
• 3Y*: 23.10%
• 5Y*: 14.20%
• 10Y*: 14.11%

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LRGF vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LRGF iShares MSCI USA Multifactor ETF	11.29%	16.48%	26.59%	25.85%	-14.77%	25.01%	11.11%	26.11%	-9.66%	21.13%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between LRGF and VTI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since May 1, 2015	0.94

The correlation between LRGF and VTI has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

LRGF vs. VTI - Sectors Allocation Comparison

Sectors	LRGF	VTI
Technology	35.6%	33.5%
Financial Services	12.5%	12.0%
Consumer Cyclical	11.2%	10.0%
Healthcare	9.1%	9.2%
Communication Services	8.2%	10.3%
Industrials	8.1%	9.8%
Consumer Defensive	6.0%	4.7%
Energy	3.7%	3.7%
Utilities	2.3%	2.3%
Basic Materials	2.0%	2.0%
Real Estate	1.3%	2.4%

Return for Risk

LRGF vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LRGF

LRGF Risk / Return Rank: 65
LRGF Sharpe Ratio Rank: 67
LRGF Sortino Ratio Rank: 65
LRGF Omega Ratio Rank: 65
LRGF Calmar Ratio Rank: 61
LRGF Martin Ratio Rank: 68

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LRGF vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	LRGF	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.24	2.48	-0.25
Sortino ratio Return per unit of downside risk	3.06	3.37	-0.31
Omega ratio Gain probability vs. loss probability	1.40	1.45	-0.05
Calmar ratio Return relative to maximum drawdown	3.08	3.44	-0.36
Martin ratio Return relative to average drawdown	12.80	15.88	-3.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LRGF vs. VTI - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 2.24, which is comparable to the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of LRGF and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LRGF	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	2.48	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.75	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.83	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.51	+0.19

Drawdowns

LRGF vs. VTI - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LRGF and VTI.

Drawdown Indicators

	LRGF	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-36.03%	-55.45%	+19.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-8.92%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-19.30%	-0.14%
Max Drawdown (5Y) Largest decline over 5 years	-21.62%	-25.36%	+3.74%
Max Drawdown (10Y) Largest decline over 10 years	-36.03%	-35.00%	-1.03%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.54%	-8.03%	+3.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.93%	+0.21%

Volatility

LRGF vs. VTI - Volatility Comparison

iShares MSCI USA Multifactor ETF (LRGF) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.79% and 2.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LRGF	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	2.86%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	9.07%	9.11%	-0.04%
Volatility (1Y) Calculated over the trailing 1-year period	12.04%	12.15%	-0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	17.40%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	18.30%	+0.01%

LRGF vs. VTI - Expense Ratio Comparison

LRGF has a 0.20% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LRGF vs. VTI - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.05%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LRGF iShares MSCI USA Multifactor ETF	1.05%	1.16%	1.23%	1.49%	1.78%	1.05%	1.35%	1.76%	3.27%	1.68%	1.56%	0.83%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both LRGF and VTI in my portfolio?

With a correlation of 0.99, LRGF and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LRGF or VTI?

VTI has higher volatility (2.86%) compared to LRGF (2.79%). In terms of maximum drawdown, LRGF dropped -36.03% vs VTI's -55.45%.

Which ETF is better, LRGF or VTI?

On 10-year performance, VTI leads with 15.13% vs 14.11% for LRGF. On fees, VTI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LRGF or VTI?

Over the 10-year period, VTI has performed better with a 15.13% return vs 14.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LRGF or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.20% for LRGF.

Which ETF pays a higher dividend yield, LRGF or VTI?

LRGF has the higher dividend yield at 1.05%, compared with 1.01% for VTI.

What is the main difference between LRGF and VTI?

LRGF tracks MSCI USA Diversified Multi-Factor, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for LRGF and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.48 vs 2.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.